+37.3%
SCHD vs EQNR
+84.5%
-47.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.7% | -13.9% | +12.2% | -1.3% |
| 30D | +7.7% | +0.9% | +6.8% | +7.6% |
| 3M | +5.2% | +7.4% | -2.3% | +4.8% |
| 6M | +12.9% | +12.6% | +0.2% | +12.0% |
| YTD | +31.4% | +83.7% | -52.3% | +19.9% |
| 1Y | +37.3% | +83.3% | -46.1% | +25.6% |
| All | +37.3% | +84.5% | -47.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling